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Rating based modeling of credit risk : theory and application of migration matrices /

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Bibliographic Details
Main Author: Trueck, Stefan
Other Authors: Rachev, S. T. (Svetlozar Todorov)
Format: Book
Language:English
Published: Amsterdam ; Boston : Elsevier Academic, [2009]
Series:Academic Press advanced finance series.
Subjects:
Credit > Management.
Risk management.
Credit ratings.
Credit > Management > Mathematical models.
Description
Physical Description:xii, 266 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages [249]-258) and index.
ISBN:9780123736833 (hbk.)
0123736838 (hbk.)